+306.7%
TPR vs CBOE
+385.3%
-78.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -30.7% | +2.7% | -33.4% | -31.3% |
| 3M | -21.6% | +0.7% | -22.3% | -22.3% |
| 6M | -21.3% | -2.0% | -19.4% | -22.0% |
| YTD | -10.2% | +17.1% | -27.3% | -15.3% |
| 1Y | +9.5% | +26.5% | -17.0% | +0.9% |
| 3Y | +280.8% | +96.1% | +184.7% | +194.6% |
| 5Y | +218.7% | +149.3% | +69.4% | +121.9% |
| 10Y | +306.7% | +386.5% | -79.8% | +114.4% |
| All | +306.7% | +385.3% | -78.7% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling